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Panel evidence of purchasing power parity using intranational and international data
Culver, Sarah E.; Papell, David H. - In: International macroeconomics : recent developments, (pp. 39-51). 2006
Persistent link: https://www.econbiz.de/10003425974
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Weak-form and strong-form purchasing power parity between the US and Mexico : a panel cointegration investigation
Robertson, Raymond; Kumar, Anil; Dutkowsky, Donald H. - In: Journal of macroeconomics 42 (2014), pp. 241-262
Persistent link: https://www.econbiz.de/10011286615
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Structural breaks and relative price convergence among US cities
Hegwood, Natalie D.; Nath, Hiranya K. - In: Journal of macroeconomics 36 (2013), pp. 150-160
Persistent link: https://www.econbiz.de/10009751110
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Unit root tests for panel data
Choi, In - In: Journal of international money and finance 20 (2001) 2, pp. 249-272
Persistent link: https://www.econbiz.de/10001554424
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Pitfalls in panel tests of purchasing power parity
Anker, Peter - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 135 (1999) 3, pp. 437-453
Persistent link: https://www.econbiz.de/10001408499
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Nonlinear adjustment in real exchange rates and long run purchasing power parity further evidence
Darbha, Gangadhar (contributor); Patel, Urjit R. (contributor) - 2004 - Rev. March 2004
The paper investigates, using a threshold autoregression model, the nature of nonlinear adjustments in real exchange rates (RERs) arising from the presence of transaction costs and uncertainty, and their implications for the testing of unit roots.
Persistent link: https://www.econbiz.de/10003732590
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The Euro-Dollar exchange rate : is it fundamental?
Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002
-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …
Persistent link: https://www.econbiz.de/10011538958
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …
Persistent link: https://www.econbiz.de/10011374380
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Effects of real exchange rate volatility on trade : empirical analysis of the United States exports to BRICS
Ekanayake, E. M.; Dissanayake, Amila - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-21
, India, China, and South Africa, and uses quarterly data for period from 1993Q1 to 2021Q2. The specified panel regression … model was first estimated using three estimation methods, namely, the Panel Least Squares, the Panel Fully Modified Least … Squares (FMOLS), and Panel Dynamic Least Squares (DOLS). In addition, to estimate the short-run and long-run effects of real …
Persistent link: https://www.econbiz.de/10012821337
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Investigation the correlation between purchasing power parity, per capita gross domestic product and the price level indices with panel data analysis : evidence from New Zealand, U...
Karacan, Rıdvan; Kilickan, Zisan - In: International journal of economics and financial issues … 8 (2018) 6, pp. 15-19
Persistent link: https://www.econbiz.de/10011995898